netfilter: remove unnecessary goto statement for error recovery

Usually it's a good practice to use goto statement for error recovery
when initializing the module. This approach could be an overkill if:

 1) there is only one fail case;
 2) success and failure use the same return statement.

For a cleaner approach, remove the unnecessary goto statement and
directly implement error recovery.

Signed-off-by: Jean Sacren <sakiwit@gmail.com>
Signed-off-by: Pablo Neira Ayuso <pablo@netfilter.org>